Preheat oven to 350°F. Preheat large skillet on medium high heat, add sausage and cook until lightly browned. Remove from skillet and set aside.
Add onions, mushrooms and fennel to skillet and sauté until onions are translucent.
Add apples, celery, herbs and spices, and sauté for 1 minute.
Add bread, sausage and liquid and stir to combine.
Place everything in large casserole dish and bake in oven until top is golden-brown and crispy, about 45 minutes.